+2.9%
UEC vs DAR
+719.9%
-717.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -5.1% |
| 7D | -5.2% | -3.8% | -1.3% | -3.3% |
| 30D | -22.0% | -14.4% | -7.6% | -16.7% |
| 3M | -37.0% | -17.9% | -19.1% | -32.3% |
| 6M | -52.7% | -18.3% | -34.4% | -49.5% |
| YTD | -38.6% | +43.2% | -81.9% | -49.0% |
| 1Y | -44.6% | +57.7% | -102.3% | -56.0% |
| 3Y | +27.1% | +22.7% | +4.4% | +3.6% |
| 5Y | +37.9% | -34.0% | +71.9% | +51.7% |
| 10Y | +631.6% | +279.5% | +352.2% | +287.2% |
| All | +2.9% | +719.9% | -717.0% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling